Google is your friend. Goolging 00E40005
returns 284 hits, the very first of which says
A nonzero reason code was returned from MVSâ„¢ sort.
Any error message generated by sort in conjunction with the nonzero reason code is directed to the device/data set identified by the UTPRINT DD statement in the utility job step.
Error message DSNU044I, that contains the nonzero reason code, is directed to the device/data set identified by the SYSPRINT DD statement in the utility job step.
An operator with SYSOPR authority can issue the -TERM UTILITY command to release the resources claimed by the stopped utility (this may not be necessary).
Determine the cause of the error. If the error can be corrected, the utility may be restarted from the beginning of the sort phase by using the 'RESTART(PHASE)' parameter. If the error prevents the utility from completing, the -TERM command should be issued to remove the stopped utility from the system. The -TERM UTILITY should seldom be used when the stopped utility is REORG.
This abend is accompanied by the utility message DSNU044I, that contains the sort reason code and an SVC dump. In most cases, the error messages from SORT that are sent to the device/data set identified by the UTPRINT DD statement identify the problem. The dump may not be needed. If SORT is unable to open the UTPRINT data set, only the message and abend are provided. In this case, correct the problem associated with the UTPRINT DD statement, and restart the job with the RESTART(PHASE) option.
Collect the following diagnostic items:
Console output from the system on which the job was run, and a listing of the SYSLOG data set for the period of time spanning the failure.
Listing of SYS1.LOGREC data set, obtained by executing IFCEREP1.
SYSPRINT output, including JCL, for the application program or batch job, and system messages that were issued. Make sure that MSGLEVEL=(1,1) on the JOB statement so that all diagnostic information is sent to SYSPRINT.
UTPRINT output, produced by utility invocation of SORT.
Dynamic dump, taken to SYS1.DUMPxx data set, by DB2Â® (for 04E and 04F abends). Availability of this dump is dependent on the failing environment.
SYSABEND, SYSUDUMP, or SYSMDUMP output. Availability of these dumps is dependent on the failing environment.
If the problem resulted in an SVC dump, you should have your site support group analyze the SVC dump. Otherwise, you might need to open a PMR with IBM.
As far as why it happened, there are things to be done after the base load is complete (sorting records to create indexes comes to mind), so that could be where the problem is.